Whatever one’s views of the historical Jesus, there is no question that one of the contexts for the Gospels is the Roman Empire. Many of the people who first read the Gospels would have been surrounded by Roman religion of various forms.
An accessible introduction to Roman religion is The Romans and Their Gods in the Age of Augustus by R.M. Ogilvie. This short book provides the Roman context for time when the Gospels were written.
This book is not really an introduction to the Roman gods. You will not get details about Jupiter, Mars or Hercules. This is not so much what Romans believed but what they did.
The author shows us how the Romans prayed and sought guidance through divination. He takes us through their calendar and their festivals. He gives us a picture of how some Romans lived out their religion.
Of course religion was not as systematic as we would like and so not every Roman would recognize everything they believed or did in this book. But it does gives us a snap shot of some of what took place based on the evidence that we have.
